Concepedia
Statistics
Publications
21
Citations
3.2K
H-Index
18
Active since
2000
Affiliations
The University of Melbourne(Current)
The University of Texas at Austin
Arizona State University
University of Houston
Texas Tech University
Federico Nardari is an author at The University of Melbourne specializing in business, asset pricing, and finance.
Top concepts
BusinessFinanceAsset PricingFinancial EconomicsEconomicsStatisticsEngineeringEconomic AnalysisEmpirical FinanceEconometrics
Publications per year
2000–2018
Markov chain Monte Carlo methods for stochastic volatility models
Siddhartha Chib, Federico Nardari, Neil Shephard · Journal of Econometrics · 2002 · 604 citations
Multivariate Stochastic Volatility, Engineering, Monte Carlo Methods +6
Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
John M. Griffin, Patrick J. Kelly, Federico Nardari · Review of Financial Studies · 2010 · 575 citations
Empirical Finance, A Comparison, Asset Pricing +19
Time-varying short-horizon predictability☆
Sam James Henkel, J. Spencer Martin, Federico Nardari · Journal of Financial Economics · 2010 · 558 citations
Engineering, Robust Modeling, Forecasting +2
Analysis of high dimensional multivariate stochastic volatility models
Siddhartha Chib, Federico Nardari, Neil Shephard · Journal of Econometrics · 2005 · 342 citations · Full text
Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6
Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries
John M. Griffin, Federico Nardari, René M. Stulz · Review of Financial Studies · 2006 · 312 citations
Volatility Modeling, Market Microstructure, International Finance +16
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